+33.6%
KO vs XLC
-1.7%
+35.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +1.6% | +0.2% | +1.4% | +1.6% |
| 3M | +5.8% | +0.7% | +5.0% | +5.5% |
| 6M | +14.3% | -4.5% | +18.7% | +13.7% |
| YTD | +27.3% | -4.7% | +32.0% | +26.7% |
| All | +33.6% | -1.7% | +35.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling